NOAA Electronic Navigational Charts (ENC) contain (among many other things) depth soundings that can be processed into raster bathymetry grids. The ENC files are available as a huge torrent from geotorrent.org (http://geotorrent.org/details.php?id=58).

Download this torrent and check readme.txt to find the chart of interest:

Change to the US5CA65M directory and you'll see a .000 file (and maybe .001, .002 etc). Run ogrinfo on the .000 file and you'll see ~ 61 layers, one of which ("SOUNDG") represents the soundings. Let's start by examining the soundings layer:

ogrinfo -summary US5CA65M.000 SOUNDG

We see that there are 43 "features" but since the features are multipoints, there are actually thousands of soundings. The multipoints are 3D so If we convert to a shapefile with ogr2ogr's default settings we loose the 3rd dimension. To solve this, we need to append "25D" to the layer type. Furthermore, the multipoint geometry confuses some applications so we want to split it into a layer with simple 3D point geometries. Luckily there is a SPLIT_MULITPOINT option that must be specified as an environment variable: